NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.009 |
4.011 |
0.002 |
0.0% |
3.830 |
High |
4.015 |
4.070 |
0.055 |
1.4% |
3.952 |
Low |
3.952 |
3.961 |
0.009 |
0.2% |
3.814 |
Close |
3.990 |
4.009 |
0.019 |
0.5% |
3.952 |
Range |
0.063 |
0.109 |
0.046 |
73.0% |
0.138 |
ATR |
0.077 |
0.079 |
0.002 |
2.9% |
0.000 |
Volume |
20,571 |
14,227 |
-6,344 |
-30.8% |
47,635 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.340 |
4.284 |
4.069 |
|
R3 |
4.231 |
4.175 |
4.039 |
|
R2 |
4.122 |
4.122 |
4.029 |
|
R1 |
4.066 |
4.066 |
4.019 |
4.040 |
PP |
4.013 |
4.013 |
4.013 |
4.000 |
S1 |
3.957 |
3.957 |
3.999 |
3.931 |
S2 |
3.904 |
3.904 |
3.989 |
|
S3 |
3.795 |
3.848 |
3.979 |
|
S4 |
3.686 |
3.739 |
3.949 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.320 |
4.274 |
4.028 |
|
R3 |
4.182 |
4.136 |
3.990 |
|
R2 |
4.044 |
4.044 |
3.977 |
|
R1 |
3.998 |
3.998 |
3.965 |
4.021 |
PP |
3.906 |
3.906 |
3.906 |
3.918 |
S1 |
3.860 |
3.860 |
3.939 |
3.883 |
S2 |
3.768 |
3.768 |
3.927 |
|
S3 |
3.630 |
3.722 |
3.914 |
|
S4 |
3.492 |
3.584 |
3.876 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.070 |
3.878 |
0.192 |
4.8% |
0.078 |
1.9% |
68% |
True |
False |
16,165 |
10 |
4.070 |
3.814 |
0.256 |
6.4% |
0.078 |
2.0% |
76% |
True |
False |
12,979 |
20 |
4.070 |
3.814 |
0.256 |
6.4% |
0.075 |
1.9% |
76% |
True |
False |
11,094 |
40 |
4.070 |
3.540 |
0.530 |
13.2% |
0.074 |
1.8% |
88% |
True |
False |
9,540 |
60 |
4.085 |
3.540 |
0.545 |
13.6% |
0.076 |
1.9% |
86% |
False |
False |
9,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.533 |
2.618 |
4.355 |
1.618 |
4.246 |
1.000 |
4.179 |
0.618 |
4.137 |
HIGH |
4.070 |
0.618 |
4.028 |
0.500 |
4.016 |
0.382 |
4.003 |
LOW |
3.961 |
0.618 |
3.894 |
1.000 |
3.852 |
1.618 |
3.785 |
2.618 |
3.676 |
4.250 |
3.498 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.016 |
4.011 |
PP |
4.013 |
4.010 |
S1 |
4.011 |
4.010 |
|